Job Reference #
Are you an expert in analytics? Are you an innovative thinker who likes to challenge the status quo? Do you know how to work well within a team and deliver effective solutions? We're looking for someone like that to carry out independent validation of models supporting the wealth management business, by
– assessing the model's conceptual soundness and methodology
– checking appropriateness of input data, model assumptions and parameters, calibration accuracy as well as of qualitative or expert adjustments, etc.
– reviewing outcome, impact, performing benchmark and robustness analyses
– identifying model limitations and evaluating overall model risk
– documenting the assessment to required standards
– interacting and collaborating with stakeholders: model developers, users, model governance representatives in order to safeguard the quality of our model risk management framework
You’ll be working in the Model Risk Management & Control team responsible for the independent validation of client portfolio models used within UBS, in particular by the Global Wealth Management division. The team's mandate comprises a wide range of portfolio valuation, risk estimation and optimization models, both in-house as well as externally developed.
– a MSc degree in quantitative finance, mathematics, physics, statistics, econometrics or numerical discipline, PhD is a plus
– knowledge of financial markets and products, strong interest in the financial services industry, preferably in risk management
– solid coding skills in R, Python, Matlab or similar
– excellent analytical skills
– curiosity and a thirst for innovation
– able to explain technical concepts in simple, intuitive terms to facilitate collaboration
– willing to create your own brand in the group and companywide
– co-operative and team-oriented, while being able to motivate and organize yourself and complete tasks independently to high quality standards
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.
We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?
We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now.
Disclaimer / Policy Statements
UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.
Quantitative Analyst | UBS
You are kindly requested to include the following clause in your application: "Wyrażam zgodę na przetwarzanie moich danych osobowych zawartych w ofercie pracy dla potrzeb procesu rekrutacji zgodnie z ustawą z dnia 27.08.1997r. Dz. U. z 2002 r., Nr 101, poz. 923 ze zm."